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Rekrutacje prowadzone przez firmę:
Wszystkie (123)Aktualne ( 0 )Archiwalne ( 123 )
Traded Risk - Senior Analyst
Wrocław
Wygasła: 11.02.2023
full-time
umowa o pracę
home office work
senior specialist (Senior)
Obowiązki:
Conduct predominantly quantitative analysis and perform investigations as well as a dice-and-slice analysis into risk metrics with regards to market risk,
Support risk managers with implementation, calculation, calibration and maintenance of risk measures,
Perform risk limit monitoring and provide guidance on limit breaches with appropriate escalation,
Generate ad hoc and bespoke risk reporting for senior management,
Identify improvements to infrastructure, including streamlining, standardising and globalising processes and reporting,
Perform consolidated risk reporting and analysis of risk measures (sVaR, VaR, RNIV, etc) at different levels across Global Banking & Markets business for internal and external use,
Execute processes and provide analytical capability and support to the risk managers,
Run FRTB Standardized Approach capital process,
Identify and escalate issues to Risk Management through review and validation of risk data, controls and reporting,
Create consolidated management committee packs,
Support internal initiatives to deal with regulatory challenges as well as optimise the control framework of the Traded Risk function,
Assist with the delivery of Traded Risk projects,
Support the change delivery of risk systems at a global level across a project’s lifecycle including providing requirement, assisting development and UAT testing,
Develop and implement new reports to improve risk visibility,
Act as a subject matter expert with respect to market risk processes and create DIMs where appropriate,
Build and maintain relationships with key stakeholders including Risk Managers, Front Office, Global Markets Middle Office, Product Control, etc
Conduct valuation analysis including pricing of financial products including derivatives
Assist in developing and validating credit and market risk models such as VaR Expected Shortfall, IRC and position limit framework and an improved proactive risk exception process
Build automated modules and dashboards to monitor model performance including changing valuation metrics within FRTB Program
Perform analysis to identify the sources of VaR / tail movements through Greeks and market movements
Collaborate closely with client stakeholders including traders, structurers, risk managers, and technology professionals (to include Model
Development / Model Validation / Model Risk Management) at major financial institutions
Integration of pricing models from our Quant libraries
Development of risk and PnL report engines, as well as customization for individual desks
Build and perform test cases for calibration, benchmarking, lifecycle events, back testing, stress/scenario/sensitivity analysis, boundary conditions, convergence in Python
Document testing objectives, results and conclusions related to model’s input/data, assumptions/limitations, methodology, development and implementation procedures
Provide justification for the selected modelling approach based on the overall test result
Supporting in in establishing policy compliant model risk management practices in Finance,
Analysing, creating reports to support embedding the Risk Management Framework across Finance,
Supporting in establishing and embedding model lifecycle, and wider model risk policy related operating instructions, for the management of models,
Organisation and management of the Global Finance Model Oversight Forum (preparing the monthly FMOF agenda; preparing meeting papers; monitoring compliance of Finance Models against Risk Appetite metrics and other relevant metrics; liaising with stakeholders to ensure timely receipt of their submissions; writing minutes; calendar management and follow up/ tracking of actions),
Working with Global Model Inventory System (Guidance and direct support with GMIS onboarding queries; UAT testing)
Conduct valuation analysis including pricing of financial products including derivatives
Assist in developing and validating credit and market risk models such as VaR Expected Shortfall, IRC and position limit framework and an improved proactive risk exception process
Build automated modules and dashboards to monitor model performance including changing valuation metrics within FRTB Program
Perform analysis to identify the sources of VaR / tail movements through Greeks and market movements
Collaborate closely with client stakeholders including traders, structurers, risk managers, and technology professionals (to include Model
Development / Model Validation / Model Risk Management) at major financial institutions
Integration of pricing models from our Quant libraries
Development of risk and PnL report engines, as well as customization for individual desks
Build and perform test cases for calibration, benchmarking, lifecycle events, back testing, stress/scenario/sensitivity analysis, boundary conditions, convergence in Python
Document testing objectives, results and conclusions related to model’s input/data, assumptions/limitations, methodology, development and implementation procedures
Provide justification for the selected modelling approach based on the overall test result
Work closely with subject matter experts and operational teams of each work stream involved on the project, to effectively monitor their progress and help them prepare deliverables and replies to both the Client central team and the Single Resolution Board (e.g. progress reports);
Help build out the SRB continuity plan for APR2021
Help in the coordination and automation of reporting due to the Single Resolution Board
Help in projects related to regulatory reporting and valuation
Create presentations and papers for senior management, in particular for the monthly Resolution Planning steering committee, and provide input required for updates to the bank governance committees
Any other matters as and when they arise as assigned by the Deputy Head of ALCM
All work streams involved on the project are key stakeholders, as well as Regulatory Affairs co leading with ALCM
Closely collaborates with the ALCM Capital team and Regulatory Affairs
The team advises on regulatory developments across Wholesale Credit, Counterparty Credit, Market as well as other Treasury Risks ensuring these are appropriately understood internally. It leads regulatory engagement with the Prudential Regulatory Authority (PRA) and ensures a credible and consistent approach with key other regulators. A global bank is looking for a business analyst who ideally would have experience gained from risk transformation initiative that would help enhance the firms risk framework and regulatory agenda
Ogłoszenie Archiwalne
Ogłoszenie Archiwalne
Junior SQL Developer
Wrocław
Wygasła: 24.04.2022
full-time
umowa o pracę
home office work
junior specialist (Junior)
Obowiązki:
Creating and modifying databases using the interpreted SQL programming language,
Acquiring, storing, processing and analysing large data sets,
Taking care to use query language correctly in order to prevent unwanted attack,
Building data quality measures, definition of measures, algorithms
Designing, building & running cloud-based data management and processing services,
Designing and implementing concepts for the stable, automated operation for cloud services;
Supporting stabilization of service e.g. through implementation of enhanced monitoring capabilities,
Using current programming language and technologies write code, complete programming, and perform testing and debugging of applications;
Understanding the requirements of our internal customers and users in regards to visionary development approaches and thereby contributing to the strengthening of world-wide distributed Continuous Integration in the cloud
The research analyst will work side-by-side with the Operating Vice President of Data Science, of one of CRISIL’s clients, a Global Equity Firm based in NYC. The candidate will deliver a diverse range of analytical tasks across the investment lifecycle and within individual portfolio companies. This position provides the opportunity to work in a global environment with top analysts/executives
The main duties to be perform are:
• Leverage tools such as Tableau / PowerBI, SQL and python to create recurring reports & dashboards to support the entire investment process, from sourcing to due-diligence to portfolio projects
• Turn diverse data sources into actionable insights and effectively communicate findings with compelling visualizations for better and faster business decisions
• Leverage Python and other data science tools to generate powerful descriptive statistics
Develop, maintain, and enhance quantitative models associated with our anomalous market activity detection and monitoring platform
Create tools to allow analysts to understand alerted activity in-depth
Refine business requirements and develop programming specifications
Work in partnership with stakeholders to develop and drive initiatives that transform and modernize the capabilities and services of monitoring within the compliance function
Assess current and future state of surveillance, platform, policies, and procedures to promote continuous improvement
Develop, maintain, and enhance quantitative models associated with our anomalous market activity detection and monitoring platform
Create tools to allow analysts to understand alerted activity in-depth
Refine business requirements and develop programming specifications
Work in partnership with stakeholders to develop and drive initiatives that transform and modernize the capabilities and services of monitoring within the compliance function
Assess current and future state of surveillance, platform, policies, and procedures to promote continuous improvement
Develop, maintain, and enhance quantitative models associated with our anomalous market activity detection and monitoring platform
Create tools to allow analysts to understand alerted activity in-depth
Refine business requirements and develop programming specifications
Work in partnership with stakeholders to develop and drive initiatives that transform and modernize the capabilities and services of monitoring within the compliance function
Assess current and future state of surveillance, platform, policies, and procedures to promote continuous improvement
Develop, maintain, and enhance quantitative models associated with our anomalous market activity detection and monitoring platform
Create tools to allow analysts to understand alerted activity in-depth
Refine business requirements and develop programming specifications
Work in partnership with stakeholders to develop and drive initiatives that transform and modernize the capabilities and services of monitoring within the compliance function
Assess current and future state of surveillance, platform, policies, and procedures to promote continuous improvement
Develop, maintain, and enhance quantitative models associated with our anomalous market activity detection and monitoring platform
Create tools to allow analysts to understand alerted activity in-depth
Refine business requirements and develop programming specifications
Work in partnership with stakeholders to develop and drive initiatives that transform and modernize the capabilities and services of monitoring within the compliance function
Assess current and future state of surveillance, platform, policies, and procedures to promote continuous improvement
Develop, maintain, and enhance quantitative models associated with our anomalous market activity detection and monitoring platform
Create tools to allow analysts to understand alerted activity in-depth
Refine business requirements and develop programming specifications
Work in partnership with stakeholders to develop and drive initiatives that transform and modernize the capabilities and services of monitoring within the compliance function
Assess current and future state of surveillance, platform, policies, and procedures to promote continuous improvement
Develop, maintain, and enhance quantitative models associated with our anomalous market activity detection and monitoring platform
Create tools to allow analysts to understand alerted activity in-depth
Refine business requirements and develop programming specifications
Work in partnership with stakeholders to develop and drive initiatives that transform and modernize the capabilities and services of monitoring within the compliance function
Assess current and future state of surveillance, platform, policies, and procedures to promote continuous improvement
Develop, maintain, and enhance quantitative models associated with our anomalous market activity detection and monitoring platform
Create tools to allow analysts to understand alerted activity in-depth
Refine business requirements and develop programming specifications
Work in partnership with stakeholders to develop and drive initiatives that transform and modernize the capabilities and services of monitoring within the compliance function
Assess current and future state of surveillance, platform, policies, and procedures to promote continuous improvement
Develop, maintain, and enhance quantitative models associated with our anomalous market activity detection and monitoring platform
Create tools to allow analysts to understand alerted activity in-depth
Refine business requirements and develop programming specifications
Work in partnership with stakeholders to develop and drive initiatives that transform and modernize the capabilities and services of monitoring within the compliance function
Assess current and future state of surveillance, platform, policies, and procedures to promote continuous improvement
Develop, maintain, and enhance quantitative models associated with our anomalous market activity detection and monitoring platform
Create tools to allow analysts to understand alerted activity in-depth
Refine business requirements and develop programming specifications
Work in partnership with stakeholders to develop and drive initiatives that transform and modernize the capabilities and services of monitoring within the compliance function
Assess current and future state of surveillance, platform, policies, and procedures to promote continuous improvement
Develop, maintain, and enhance quantitative models associated with our anomalous market activity detection and monitoring platform
Create tools to allow analysts to understand alerted activity in-depth
Refine business requirements and develop programming specifications
Work in partnership with stakeholders to develop and drive initiatives that transform and modernize the capabilities and services of monitoring within the compliance function
Assess current and future state of surveillance, platform, policies, and procedures to promote continuous improvement
Develop, maintain, and enhance quantitative models associated with our anomalous market activity detection and monitoring platform
Create tools to allow analysts to understand alerted activity in-depth
Refine business requirements and develop programming specifications
Work in partnership with stakeholders to develop and drive initiatives that transform and modernize the capabilities and services of monitoring within the compliance function
Assess current and future state of surveillance, platform, policies, and procedures to promote continuous improvement
Develop, maintain, and enhance quantitative models associated with our anomalous market activity detection and monitoring platform
Create tools to allow analysts to understand alerted activity in-depth
Refine business requirements and develop programming specifications
Work in partnership with stakeholders to develop and drive initiatives that transform and modernize the capabilities and services of monitoring within the compliance function
Assess current and future state of surveillance, platform, policies, and procedures to promote continuous improvement
Develop, maintain, and enhance quantitative models associated with our anomalous market activity detection and monitoring platform
Create tools to allow analysts to understand alerted activity in-depth
Refine business requirements and develop programming specifications
Work in partnership with stakeholders to develop and drive initiatives that transform and modernize the capabilities and services of monitoring within the compliance function
Assess current and future state of surveillance, platform, policies, and procedures to promote continuous improvement
Develop, maintain, and enhance quantitative models associated with our anomalous market activity detection and monitoring platform
Create tools to allow analysts to understand alerted activity in-depth
Refine business requirements and develop programming specifications
Work in partnership with stakeholders to develop and drive initiatives that transform and modernize the capabilities and services of monitoring within the compliance function
Assess current and future state of surveillance, platform, policies, and procedures to promote continuous improvement
Develop, maintain, and enhance quantitative models associated with our anomalous market activity detection and monitoring platform
Create tools to allow analysts to understand alerted activity in-depth
Refine business requirements and develop programming specifications
Work in partnership with stakeholders to develop and drive initiatives that transform and modernize the capabilities and services of monitoring within the compliance function
Assess current and future state of surveillance, platform, policies, and procedures to promote continuous improvement